PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,592
COMMITMENTS
      75      100        0   42,181   41,907   42,256   42,007    2,336    2,585

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -3,232)
     -25        0        0   -3,085   -3,093   -3,110   -3,093     -122     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.2      0.0     94.6     94.0     94.8     94.2      5.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       16       22       17       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,937
COMMITMENTS
      75        0        0   35,697   35,328   35,772   35,328    2,165    2,609

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -2,865)
     -25        0        0   -2,720   -2,722   -2,745   -2,722     -120     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     94.1     93.1     94.3     93.1      5.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       14       21       15       21                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,945
COMMITMENTS
     400    7,815    1,050   15,940    9,305   17,390   18,170    1,555      775

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -455)
     200      375        0     -480     -680     -280     -305     -175     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1     41.3      5.5     84.1     49.1     91.8     95.9      8.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        1       14       14       16       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,885
COMMITMENTS
       0    7,035    1,425   15,215    8,810   16,640   17,270    1,245      615

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -190)
       0      650      -50      -80     -730     -130     -130      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     39.3      8.0     85.1     49.3     93.0     96.6      7.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        1       13       12       14       16                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,495
COMMITMENTS
   2,315       50      380   11,515   13,780   14,210   14,210    1,285    1,285

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -830)
    -280        0        0     -205     -485     -485     -485     -345     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9      0.3      2.5     74.3     88.9     91.7     91.7      8.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        1       13        9       16       11                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,961
COMMITMENTS
       0   10,231        0   27,920   18,005   27,920   28,236    1,041      725

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -945)
       0       46       -6     -975   -1,025     -981     -985       36       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     35.3      0.0     96.4     62.2     96.4     97.5      3.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       12       11       12       14                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,160
COMMITMENTS
     540        0    1,820   23,690   24,230   26,050   26,050    1,110    1,110

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,200)
     180        0     -180   -1,040     -910   -1,040   -1,090     -160     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.0      6.7     87.2     89.2     95.9     95.9      4.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       15       10       17       11                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       95,063
COMMITMENTS
  19,722      150      134   67,763   87,335   87,619   87,619    7,444    7,444

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -3,490)
    -257      -25        0   -3,245   -2,977   -3,502   -3,002       12     -488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7      0.2      0.1     71.3     91.9     92.2     92.2      7.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        1        3       20       26       26       29                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       93,220
COMMITMENTS
  21,940       50      100   68,945   90,835   90,985   90,985    2,235    2,235

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -3,666)
    -580      -25        0   -2,610   -1,965   -3,190   -1,990     -476   -1,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5      0.1      0.1     74.0     97.4     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        1        1       18       26       24       27                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,465
COMMITMENTS
     200        0      125   18,745   19,135   19,070   19,260      395      205

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,185)
     -50        0        0   -1,070   -1,125   -1,120   -1,125      -65      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.6     96.3     98.3     98.0     98.9      2.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       13       18       14                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,595
COMMITMENTS
       0      300        0   16,445   16,065   16,445   16,365      150      230

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -800)
       0        0        0     -750     -740     -750     -740      -50      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      0.0     99.1     96.8     99.1     98.6      0.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       16       13       16       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,320
COMMITMENTS
      50    2,100      125   21,900   19,810   22,075   22,035      245      285

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -920)
    -135      150        0      475     -975      340     -825   -1,260      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      9.4      0.6     98.1     88.8     98.9     98.7      1.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       18       20       20       22                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,190
COMMITMENTS
       0      700      125   19,570   18,885   19,695   19,710      495      480

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,130)
    -140     -100        0     -255     -980     -395   -1,080     -735      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.5      0.6     96.9     93.5     97.5     97.6      2.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       15       16       16       17                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,845
COMMITMENTS
     250       75        0   16,850   17,095   17,100   17,170      745      675

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,140)
     -50      -25        0   -1,085   -1,105   -1,135   -1,130       -5      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.4      0.0     94.4     95.8     95.8     96.2      4.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       14        8       16        9                  



Updated March 11, 2016